On December 1, Y1, AAA, a US based company, entered into a three months forward contract to purchase 1 million foreign currency FC, on March 1, Y2. The following US per FC exchange rates apply: Date...


On December 1, Y1, AAA, a US based company, entered into a three months forward contract to purchase 1 million foreign currency FC, on March 1, Y2. The following US per FC exchange rates apply:


Date                                        Spot Rate                                Forward Rate


December 1, Y1                      $0.088                                     $0.084


December 31, Y1                    $ 0.080                                    $0.074


March 1, Y2                    $0.076


AAA borrowing rate is 12%. The present value factor for 2 months at an annual rate is 0.9803.


How would AAA report the forward contract on its balance sheet on December 31, Y1? Justify your answer and show your calculations. 3 pts


As a liability of 9,803.


1,000,000 x (0.084-0.074) = 10,000 x 0.9803 = 9803



Jun 02, 2022
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